CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 0.7605 0.7562 -0.0043 -0.6% 0.7618
High 0.7605 0.7562 -0.0043 -0.6% 0.7621
Low 0.7578 0.7536 -0.0042 -0.6% 0.7539
Close 0.7582 0.7549 -0.0034 -0.4% 0.7604
Range 0.0028 0.0027 -0.0001 -3.6% 0.0082
ATR 0.0031 0.0033 0.0001 3.4% 0.0000
Volume 2 7 5 250.0% 180
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7628 0.7615 0.7563
R3 0.7602 0.7588 0.7556
R2 0.7575 0.7575 0.7553
R1 0.7562 0.7562 0.7551 0.7555
PP 0.7549 0.7549 0.7549 0.7545
S1 0.7535 0.7535 0.7546 0.7529
S2 0.7522 0.7522 0.7544
S3 0.7496 0.7509 0.7541
S4 0.7469 0.7482 0.7534
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7834 0.7801 0.7649
R3 0.7752 0.7719 0.7626
R2 0.7670 0.7670 0.7619
R1 0.7637 0.7637 0.7611 0.7612
PP 0.7588 0.7588 0.7588 0.7576
S1 0.7555 0.7555 0.7596 0.7530
S2 0.7506 0.7506 0.7588
S3 0.7424 0.7473 0.7581
S4 0.7342 0.7391 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7621 0.7536 0.0085 1.1% 0.0037 0.5% 15% False True 34
10 0.7643 0.7536 0.0107 1.4% 0.0028 0.4% 12% False True 22
20 0.7675 0.7536 0.0139 1.8% 0.0023 0.3% 9% False True 16
40 0.7841 0.7536 0.0305 4.0% 0.0020 0.3% 4% False True 15
60 0.7857 0.7536 0.0321 4.3% 0.0018 0.2% 4% False True 13
80 0.7857 0.7536 0.0321 4.3% 0.0018 0.2% 4% False True 12
100 0.7857 0.7536 0.0321 4.3% 0.0017 0.2% 4% False True 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7675
2.618 0.7631
1.618 0.7605
1.000 0.7589
0.618 0.7578
HIGH 0.7562
0.618 0.7552
0.500 0.7549
0.382 0.7546
LOW 0.7536
0.618 0.7519
1.000 0.7509
1.618 0.7493
2.618 0.7466
4.250 0.7423
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 0.7549 0.7573
PP 0.7549 0.7565
S1 0.7549 0.7557

These figures are updated between 7pm and 10pm EST after a trading day.

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